Attijariwafa Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.93% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4912 | 2.58 | |
| 0.1581 | 9.44 | |
| 0.6614 | 19.24 | |
| 0.0904 | 1.35 | |
| -0.1001 | -1.12 | |
| -0.0009 | -0.02 | |
| -0.0167 | -0.61 | |
| 0.0680 | 3.04 | |
| -0.0539 | -2.80 | |
| 0.0130 | 0.87 |
Estimation Period:
Jul 1, 1993 to Feb 13, 2026
Jul 1, 1993 to Feb 13, 2026
News Impact Curve
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